The use of columns, fabricated with high-strength steel (HSS) plates with the normal strength larger than 460 MPa, is becoming popular in congested cities like New York, Hong Kong, Shanghai, etc. The column sizes can be considerably reduced for increasing usable floor area, and load during construction is lowered, but the stability consideration of slender columns is more crucial in design, because of higher design strength to Young's modulus ratio. Currently, the linear-based design method associated with the effective length assumptions is commonly adopted for buckling checks of steel columns. When using this method, large numbers of member tests are required for generating the buckling curves for different material grades of sections, and this causes difficulties in promoting the uses of HSS columns with higher material grades in practice. To this, a new design theory of second-order direct analysis is introduced in this chapter for design and buckling check of HSS columns with independent consideration of geometric and material imperfections, which are due to initial member crookedness and residual stress (RS). Therefore, only the limited numbers of experiments for measuring the RS on the HSS box-sections are required for identifying the RS patterns and determining the input model for the analysis. This chapter reviews the experimental investigations on the residual stress of HSS box-sections and the buckling behaviors of HSS box-columns under compression. The design theory and numerical methods are reviewed. Finally, several examples are provided to confirm the validity of the proposed analysis and design method.